The purpose of the present study is to identify the differences of the use of listening strategies between the more proficient listeners and the less proficient listeners via questionnaires and think-aloud protocol research methods. The participants were college non-English majors. The descriptive analysis of the listening strategy questionnaire revealed that the more proficient listeners employed meta-cognitive strategies, cognitive strategies and socio-affective strategies more frequently than the less proficient listeners. And there was statistically significant difference in the use of meta-cognitive strategies and cognitive strategies, while no statistically significant difference in the use of socio-affective strategies. The analysis of the listening process by use of think-aloud protocol further indicated that the more proficient listeners were better at using strategies than the less proficient listeners who were busy handling basic language difficulties, such as pronunciation, intonation and new words. There is little research about using think-aloud protocol method to study listening strategies in China. This paper serves as initiating more research into the process of listening comprehension and the result is of pedagogic significance.